+163.8%
VTRS vs WAB
+4,056.8%
-3,893.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | -3.5% | +0.2% | -3.7% | -3.5% |
| 30D | +2.1% | -4.6% | +6.7% | +3.3% |
| 3M | +2.6% | +5.6% | -3.0% | +0.7% |
| 6M | +17.8% | +13.8% | +4.0% | +13.2% |
| YTD | +35.7% | +31.9% | +3.8% | +25.6% |
| 1Y | +63.5% | +48.3% | +15.2% | +46.6% |
| 3Y | +85.1% | +167.1% | -82.0% | +41.3% |
| 5Y | +42.5% | +222.9% | -180.4% | +3.3% |
| 10Y | -48.2% | +289.9% | -338.1% | -65.5% |
| All | +163.8% | +4,056.8% | -3,893.0% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling